+37.3%
GEHC vs JD
-49.1%
+86.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.7% |
| 7D | -2.3% | -4.0% | +1.7% | -1.6% |
| 30D | +19.0% | +2.7% | +16.4% | +18.5% |
| 3M | +13.3% | -13.0% | +26.3% | +15.7% |
| 6M | +31.5% | -12.7% | +44.2% | +34.0% |
| YTD | 0.0% | -0.8% | +0.8% | -0.4% |
| 1Y | +9.4% | -8.9% | +18.3% | +10.4% |
| 3Y | +18.3% | +17.0% | +1.3% | +12.5% |
| All | +37.3% | -49.1% | +86.4% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded JD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling